Bybit V5 Canonical Spot • House S10 Risk Model

Multi-Regime Causal Ensemble Engine

Spot long-only algorithmic strategy combining Session-VWAP Climax Reversion with Kaufman Fractal Momentum and automated 1.77% APR idle cash carry.

BTC PRICE

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EMA100

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GATE FLOOR

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Account Equity Base: $500.00

$500.00

+0.00% (+$0.00 PnL)

Available Cash Max 2 Slots

$500.00

Flexible Earn Yield: +$0.00

Position Slots $170 Max/Slot

0 / 2

Safe Cash Buffer (100%)

Benchmark Sharpe 1,009 Days

2.05

MaxDD: 8.10% • Trades: 0

Active Paper Positions

House S10 Stops

No active open positions. Capital safely earning yield.

Taker 0.15% Sized

Regime Gate is CLOSED or no symbols currently meet extreme trigger thresholds.

Evaluated across 18 canonical Spot pairs under full 0.30% round-trip VIP0 friction ($500 USD)

28×180d Paired Walk-Forward

Strategy Name	Final $	ROI %	Sharpe	Max DD	Trades	WF Wins	Stage 4 Plateau
🏆 Multi-Regime Causal Ensemble ADOPTED	$1,002.83	+100.57%	2.05	8.10%	586	20/28 (71%)	18/18 (100%)
Fractal Adaptive Momentum (FRAMA)	$1,125.75	+125.15%	1.38	23.47%	527	18/28 (64%)	82.4% PASS
Volume Climax Reversion (a1_rev_v1.3)	$906.74	+81.35%	1.80	5.79%	79	20/28 (71%)	78.6% PASS
Capital Rotation Book (Champ+S7+S20)	$906.57	+81.31%	1.87	7.13%	130	28/28 (100%)	Baseline
Champion Session-VWAP (Control)	$790.55	+58.11%	1.44	7.50%	130	CONTROL	Control Anchor